fix issue with candlestick chart

catalyst/examples/talib_simple.py

@@ -42,7 +42,7 @@ def initialize(context):
     context.errors = []
 
     # Bars to look at per iteration should be bigger than SMA_SLOW
-    context.BARS = 100
+    context.BARS = 365
     context.COUNT = 0
 
     # Technical Analysis Settings
@@ -144,7 +144,7 @@ def analyze(context, results):
     results.to_csv(filename + '.csv')
 
     log.info('the daily stats:\n{}'.format(get_pretty_stats(results)))
-    chart(context, context.prices, context.analysis)
+    chart(context, context.prices, context.analysis, results)
     pass
 
 def makeOrders(context, analysis):
@@ -235,31 +235,32 @@ def isSell(context, analysis):
 
     return False
 
-def chart(context, prices, analysis):
+def chart(context, prices, analysis, results):
+    results.portfolio_value.plot()
 
     # Data for matplotlib finance plot
     dates = date2num(prices.index.to_pydatetime())
-    prices_ochl = [tuple([dates[i],
+
+    # Create the Open High Low Close Tuple
+    prices_ohlc = [tuple([dates[i],
                  prices.open[i],
-                 prices.close[i],
                  prices.high[i],
-                 prices.low[i]]) for i in range(len(dates))] #_1
+                 prices.low[i],
+                 prices.close[i]]) for i in range(len(dates))]
 
-    # Prepare plot
-    fig, (ax1, ax2, ax3, ax4) = plt.subplots(4, 1, sharex=True)
+    fig = plt.figure(figsize=(14,18))
+
+    # Draw the candle sticks
+    ax1 = fig.add_subplot(411)
     ax1.set_ylabel(context.ASSET_NAME, size=20)
-
-    #size plot
-    fig.set_size_inches(15,30)
-
-    # Plot candles
-    candlestick_ohlc(ax1, prices_ochl, width=0.5, colorup='g', colordown='r')
+    candlestick_ohlc(ax1, prices_ohlc, width=0.4 ,colorup='g', colordown='r')
 
     # Draw Moving Averages
     analysis.sma_f.plot(ax=ax1, c='r')
     analysis.sma_s.plot(ax=ax1, c='g')
 
     #RSI
+    ax2 = fig.add_subplot(412)
     ax2.set_ylabel('RSI', size=12)
     analysis.rsi.plot(ax = ax2, c='g', label = 'Period: ' + str(context.RSI_PERIOD))
     analysis.sma_r.plot(ax = ax2, c='r', label = 'MA: ' + str(context.RSI_AVG_PERIOD))
@@ -271,6 +272,7 @@ def chart(context, prices, analysis):
     ax2.legend(handles, labels)
 
     # Draw MACD computed with Talib
+    ax3 = fig.add_subplot(413)
     ax3.set_ylabel('MACD: '+ str(context.MACD_FAST) + ', ' + str(context.MACD_SLOW) + ', ' + str(context.MACD_SIGNAL), size=12)
     analysis.macd.plot(ax=ax3, color='b', label='Macd')
     analysis.macdSignal.plot(ax=ax3, color='g', label='Signal')
@@ -280,6 +282,7 @@ def chart(context, prices, analysis):
     ax3.legend(handles, labels)
 
     # Stochastic plot
+    ax4 = fig.add_subplot(414)
     ax4.set_ylabel('Stoch (k,d)', size=12)
     analysis.stoch_k.plot(ax=ax4, label='stoch_k:'+ str(context.STOCH_K), color='r')
     analysis.stoch_d.plot(ax=ax4, label='stoch_d:'+ str(context.STOCH_D), color='g')